The problem is, and where your comparison falls apart, while you have a cold, your body is coordinating an immune response. You will get better, it's just a matter of time. With depression, the causes are often due to social issues that your body isn't going to fix or may not even be in control of. Time isn't going to guarantee you'll be better.
I didn't say
all depression is comparable to having a cold. I said you could have a
bout of depression which will resolve itself in time and that is an entirely normal part of the human experience. I believe this is the case for most people who experience depression, but not all. There are of course more severe cases of depression which do require treatment.
As usual, I do not speak on a topic I know nothing about. After losing my mother, sister, nephew, grandmother and cousin in the space of two years, you might appreciate I was pretty depressed. I was unable to get out of bed most days. The doctors pushed me into taking anti-depressants and I spent the next two years in misery.
I sincerely believe the best decision I ever made was to stop going to the doctor and take things into my own hands. Sure, I was going through a pretty hard time when I first went to the doctors, but there is no way it would have lasted two years without being trapped on medication I didn't need.
I've spoken to many people who had the exact same experience as me. It's not like I am just going off on one for the sake of it.